Back to Search
Start Over
Small time two-sided LIL behavior for Lévy processes at zero.
- Source :
- Probability Theory & Related Fields; May2009, Vol. 144 Issue 1/2, p79-98, 20p
- Publication Year :
- 2009
-
Abstract
- We wish to characterize when a Lévy process X<subscript> t</subscript> crosses boundaries b( t), in a two-sided sense, for small times t, where b( t) satisfies very mild conditions. An integral test is furnished for computing the value of sup<subscript> t→0</subscript>| X<subscript> t</subscript>|/ b( t) = c. In some cases, we also specify a function b( t) in terms of the Lévy triplet, such that sup<subscript> t→0</subscript> | X<subscript> t</subscript>|/ b( t) = 1. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01788051
- Volume :
- 144
- Issue :
- 1/2
- Database :
- Complementary Index
- Journal :
- Probability Theory & Related Fields
- Publication Type :
- Academic Journal
- Accession number :
- 36480134
- Full Text :
- https://doi.org/10.1007/s00440-008-0142-1